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Virtus SGA Emerging Markets Equity Fund Class A HEMZX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HEMZX | Replication |
|---|---|---|
| Annualized growth | -4.9% | 5.3% |
| Annualized volatility | 15.3% | 13.6% |
| Sharpe ratio | -0.25 | 0.45 |
| Maximum drawdown | 33.4% | 27.3% |
| Replication fit (R²) | 0.82 · Tracking error 6.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model HEMZX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 70.9% |
| VNQI | Alternatives · Intl Real Estate | 9.1% |
| EMLC | FI · EM Local Currency | 6.8% |
| XLY | Sector · Cons Discr | 6.8% |
| XLV | Sector · Healthcare | 6.5% |